Notable contracts listed at the DTCC for the 14.00 GMT cut today 26 April
- EURUSD: 1.0800 (EUR 465m) 1.0850 (500m) 1.0880 (380m) 1.0900 (1.1bln) 1.0930 (385m) 1.0950 (345m) 1.1000 (1.1bln) 1.1050 (415m)
- USDJPY: 110.00-10 (2.6bln) 110.45-55 (1.4bln) 112.70-80 (300m) 113.00 (1.4bln)
- GBPUSD: 1.2800 (GBP 227m) 1.2830 (180m) 1.2850 (220m)
- USDCHF: 1.0000 (USD 175m)
- AUDUSD: 0.7500 (AUD 310m) 0.7550 (260m) 0.7600 (265m) 0.7620 ( 450m)
- USDCAD: 1.3500 (USD 500m) 1.3600 (240m) 1.3705 (500m)
- NZDUSD: 0.7000 (NZD 236m)
- EURJPY: 121.00 (EUR 265m)
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit. The actual amounts can also increase right up to expiry as new contracts are created.
For my latest post on how to use this info click here.
